A semiparametric model for the systematic factors of portfolio credit risk premia
Year of publication: |
2009
|
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Authors: | Giammarino, Flavia ; Barrieu, Pauline |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 4, p. 655-670
|
Subject: | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Risikoprämie | Risk premium |
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